The Resource Introduction to quasi-Monte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer

Introduction to quasi-Monte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer

Label
Introduction to quasi-Monte Carlo integration and applications
Title
Introduction to quasi-Monte Carlo integration and applications
Statement of responsibility
Gunther Leobacher, Friedrich Pillichshammer
Creator
Contributor
Author
Subject
Language
eng
Summary
This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science
Member of
Cataloging source
GW5XE
Dewey number
518/.54
Illustrations
illustrations
Index
index present
LC call number
QA299.3
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Compact Textbooks in Mathematics,
Label
Introduction to quasi-Monte Carlo integration and applications, Gunther Leobacher, Friedrich Pillichshammer
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Preface -- Notation -- 1 Introduction -- 2 Uniform Distribution Modulo One -- 3 QMC Integration in Reproducing Kernel Hilbert Spaces -- 4 Lattice Point Sets -- 5 (t, m, s)-nets and (t, s)-Sequences -- 6 A Short Discussion of the Discrepancy Bounds -- 7 Foundations of Financial Mathematics -- 8 Monte Carlo and Quasi-Monte Carlo Simulation -- Bibliography -- Index
Control code
ocn891175908
Dimensions
unknown
Extent
1 online resource (xii, 195 pages)
File format
unknown
Form of item
online
Isbn
9783319034256
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-03425-6
Other physical details
illustrations (some color)
Quality assurance targets
unknown
http://library.link/vocab/recordID
.b31759713
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)891175908
  • springer3319034243

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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